When battling the Balrog at Moria you will only be allowed to use Gandof.This actually helps you defeat him. It would be harder to do this if you had the whole fellowship with you. When you first get there just keep attacking him. Don't worry about him attacking you. When your health bar gets half way down start to run away from him. Try not to get hit by him. While you're running away from him your health should start going back up. Wait till your health is full. This may take a while. Then repeat this over and over until you have beaten him.